[R] (no subject)

s viswanath ru68y7s at myrealbox.com
Mon Jul 19 06:03:20 CEST 2004

hello R experts,

my question is regarding arma modelling and specification. 

in another older, statistics package , after determining stationarity, i would try to work out the number of ar and ma lags using an lm test. 
to do this i would 

1. regress my dependant variable on an intercept term then
2. use LM test for serial correlation, and finally
3. use the p value of the ols residuals to get the maximum lags for the arma specification.

I am interested to know how to do this LM test in R say using a function, using perhaps the fseries package?

Thank you in advance,


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